Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,81% | 1,81 CHF | 1,83 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 56 213 CHF | 47 224 CHF | 100,00% | 100,00% |
19/11/2024 | 0,80% | 1,84 CHF | 1,86 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 54 622 CHF | 45 882 CHF | 100,00% | 100,00% |
18/11/2024 | 0,79% | 1,90 CHF | 1,91 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 58 066 CHF | 48 774 CHF | 93,88% | 93,88% |
15/11/2024 | 0,73% | 2,01 CHF | 2,02 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 59 568 CHF | 50 002 CHF | 100,00% | 100,00% |
14/11/2024 | 0,74% | 1,82 CHF | 1,84 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 55 252 CHF | 46 386 CHF | 99,22% | 99,22% |
13/11/2024 | 0,97% | 1,79 CHF | 1,80 CHF | 30 000 | 25 000 | 30 000 | 24 942 | 53 561 CHF | 44 965 CHF | 99,36% | 99,36% |
12/11/2024 | 0,82% | 1,80 CHF | 1,81 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 58 516 CHF | 49 164 CHF | 100,00% | 100,00% |
11/11/2024 | 0,81% | 2,06 CHF | 2,08 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 61 523 CHF | 51 684 CHF | 100,00% | 100,00% |
08/11/2024 | 1,28% | 1,94 CHF | 1,97 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 23 904 CHF | 24 213 CHF | 86,95% | 86,95% |
07/11/2024 | 0,87% | 1,84 CHF | 1,85 CHF | 30 000 | 25 000 | 30 605 | 24 739 | 54 943 CHF | 44 911 CHF | 98,73% | 98,73% |